Description:

Department of Statistics Winter 2019 Seminar Series

Talk Title: Simultaneous Estimation and Variable Selection for Incomplete Event History Data

Speaker: Jianguo (Tony) Sun, Professor of Statistics, University of Missouri

Time: 11:00am

Abstract: This talk discusses regression analysis of incomplete event history
data with the focus on simultaneous estimation and variable selection.
Such data commonly occur in many areas such as medical studies and social sciences, and a great deal of literature has been established for their analysis except for the variable selection problem. To address this, we will present
a new method, which will be referred to as a broken adaptive ridge regression
approach, and establish its asymptotic properties including the oracle property
and clustering effect. Numerical studies suggest that the proposed method
performs well in practical situations and better than the existing methods.
An application will be presented.

Location: Department of Statistics, Room B02, 2006 Sheridan Rd, Evanston 60208